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The Eulerian-Lagrangian approach based on Large-Eddy Simulation (LES) is one of the most promising and viable numerical tools to study turbulent dispersed flows when the computational cost of Direct Numerical Simulation (DNS) becomes too…

Fluid Dynamics · Physics 2017-06-02 Alessio Innocenti , Cristian Marchioli , Sergio Chibbaro

Using Stokesian dynamics simulations, we examine the flow of a monodisperse, neutrally buoyant, homogeneous suspension of non-Brownian solid spheres in simple shear, starting from a large number of independent hard-sphere distributions and…

Materials Science · Physics 2019-06-19 M. Marchioro , A. Acrivos

Motivated by the modeling of the spatial structure of the velocity field of three-dimensional turbulent flows, and the phenomenology of cascade phenomena, a linear dynamics has been recently proposed able to generate high velocity gradients…

Parallel multiphysics simulations often suffer from load imbalances originating from the applied coupling of algorithms with spatially and temporally varying workloads. It is thus desirable to minimize these imbalances to reduce the time to…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-12-03 Christoph Rettinger , Ulrich Rüde

In recent years, several particle-based stochastic simulation algorithms (PSSA) have been developed to study the spatially resolved dynamics of biochemical networks at a molecular scale. A challenge all these approaches have to address is…

Quantitative Methods · Quantitative Biology 2011-07-04 Thorsten Prüstel , Martin Meier-Schellersheim

We present a deep learning model, DE-LSTM, for the simulation of a stochastic process with an underlying nonlinear dynamics. The deep learning model aims to approximate the probability density function of a stochastic process via numerical…

Computational Physics · Physics 2018-10-23 Kyongmin Yeo , Igor Melnyk

This work presents a comprehensive framework for enhanced diffusion modeling in fluid-structure interactions by combining the Immersed Boundary Method (IBM) with stochastic trajectories and high-order spectral boundary conditions. Using…

Analysis of PDEs · Mathematics 2024-10-31 Rômulo Damasclin Chaves dos Santos , Jorge Henrique de Oliveira Sales

Laser speckles have become a fundamental component of the modern optics-research toolbox. Not only are speckle patterns the basis of numerous imaging techniques, but also, they are employed to generate optical potentials for cold atoms and…

Optics · Physics 2019-03-12 Nicholas Bender , Hasan Yilmaz , Yaron Bromberg , Hui Cao

Dense flow visualization is a popular visualization paradigm. Traditionally, the various models and methods in this area use a continuous formulation, resting upon the solid foundation of functional analysis. In this work, we examine a…

Graphics · Computer Science 2020-07-06 Daniel Preuß , Tino Weinkauf , Jens Krüger

In this paper we study the randomized non-autonomous complete linear differential equation. The diffusion coefficient and the source term in the differential equation are assumed to be stochastic processes and the initial condition is…

Probability · Mathematics 2018-02-13 J. Catatayud , J. -C. Cortes , M. Jornet

Standard diffusion models are flexible estimators of complex distributions, but they do not encode causal structures and therefore do not by themselves support causal analysis. We propose a causality-encoded diffusion framework that…

Methodology · Statistics 2026-04-24 Li Chen , Xiaotong Shen , Wei Pan

Spatial distributions of electrons ionized and scattered from ultra-low pressure gases are proposed and experimentally demonstrated as a method to directly measure the intensity of an ultra-high intensity laser pulse. Analytic models…

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…

Statistical Mechanics · Physics 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina

Stochastic reaction-diffusion models can be analytically studied on complex networks using the linear noise approximation. This is illustrated through the use of a specific stochastic model, which displays traveling waves in its…

Statistical Mechanics · Physics 2015-06-16 Malbor Asllani , Tommaso Biancalani , Duccio Fanelli , Alan J. McKane

The characterization of dynamic phenomena using laser speckle has been studied in several applications and many descriptors have been developed to analyze the resulting images. In this work we compare the performance of a set of dynamic…

In this article, we introduce and analyze a deep learning based approximation algorithm for SPDEs. Our approach employs neural networks to approximate the solutions of SPDEs along given realizations of the driving noise process. If applied…

Numerical Analysis · Mathematics 2025-10-21 Christian Beck , Sebastian Becker , Patrick Cheridito , Arnulf Jentzen , Ariel Neufeld

We introduce a novel diffusion-based spectral algorithm to tackle regression analysis on high-dimensional data, particularly data embedded within lower-dimensional manifolds. Traditional spectral algorithms often fall short in such…

Machine Learning · Statistics 2024-10-21 Weichun Xia , Jiaxin Jiang , Lei Shi

Stochastic chemical systems with diffusion are modeled with a reaction-diffusion master equation. On a macroscopic level, the governing equation is a reaction-diffusion equation for the averages of the chemical species. On a mesoscopic…

Numerical Analysis · Mathematics 2009-03-06 Stefan Engblom , Lars Ferm , Andreas Hellander , Per Lötstedt

Estimating density ratios between pairs of intractable data distributions is a core problem in probabilistic modeling, enabling principled comparisons of sample likelihoods under different data-generating processes across conditions and…

Machine Learning · Computer Science 2026-03-02 Egor Antipov , Alessandro Palma , Lorenzo Consoli , Stephan Günnemann , Andrea Dittadi , Fabian J. Theis

We consider a generic class of stochastic particle-based models whose state at an instant in time is described by a set of continuous degrees of freedom (e.g. positions), and the length of this set changes stochastically in time due to…

Statistical Mechanics · Physics 2025-09-03 Samuel Cameron , Elsen Tjhung